Pages that link to "Item:Q647494"
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The following pages link to Risk sensitive control of diffusions with small running cost (Q647494):
Displaying 16 items.
- Optimal controls for diffusion in \(R^ d\)- a min-max max-min formula for the minimal cost growth rate (Q913229) (← links)
- Risk-sensitive control of an ergodic diffusion over an infinite horizon (Q1600581) (← links)
- Strict monotonicity of principal eigenvalues of elliptic operators in \(\mathbb R^d\) and risk-sensitive control (Q1732995) (← links)
- Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions (Q1747784) (← links)
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← links)
- Ergodic risk-sensitive control for regime-switching diffusions (Q2107637) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Zero-sum stochastic differential games with risk-sensitive cost (Q2301679) (← links)
- An eigenvalue approach to the risk sensitive control problem in near monotone case (Q2430963) (← links)
- Indefinite risk-sensitive control (Q2681175) (← links)
- Zero-sum risk-sensitive stochastic differential games (Q2925338) (← links)
- Risk-Sensitive Ergodic Control of Continuous Time Markov Processes With Denumerable State Space (Q3194570) (← links)
- Nonzero-sum risk-sensitive stochastic differential games with discounted costs (Q4986426) (← links)
- On the policy improvement algorithm for ergodic risk-sensitive control (Q5001563) (← links)
- A Variational Formula for Risk-Sensitive Control of Diffusions in $\mathbb{R}^d$ (Q5208746) (← links)
- Nonzero-sum risk-sensitive stochastic differential games: a multi-parameter eigenvalue problem approach (Q6099691) (← links)
